Erik Theissen : Citation Profile


Are you Erik Theissen?

Center for Financial Studies
Universität Mannheim

12

H index

12

i10 index

355

Citations

RESEARCH PRODUCTION:

29

Articles

62

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 17
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 25 (6.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth76
   Updated: 2017-09-16    RAS profile: 2016-12-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Menkhoff, Lukas (7)

Shavit, Tal (6)

Renneboog, Luc (5)

Duong, Huu Nhan (5)

Palan, Stefan (4)

Kopriva, Frantisek (4)

Pagano, Marco (4)

Pham, Thu Phuong (4)

Schmeling, Maik (4)

Foucault, Thierry (4)

Di Maggio, Marco (4)

Cites to:

Madhavan, Ananth (24)

Foucault, Thierry (24)

Easley, David (19)

Stoll, Hans (18)

Shleifer, Andrei (16)

Grammig, Joachim (14)

Boehmer, Ekkehart (14)

Ready, Mark (12)

Lee, Charles (12)

Amihud, Yakov (11)

Subrahmanyam, Avanidhar (11)

Main data


Where Erik Theissen has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting3
Schmalenbach Business Review (sbr)3
Journal of Financial Markets3
Review of Finance2
The European Journal of Finance2
Journal of International Financial Markets, Institutions and Money2
Journal of Financial Intermediation2
European Financial Management2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)29
CFS Working Paper Series / Center for Financial Studies (CFS)13
Schumpeter Discussion Papers / Universittsbibliothek Wuppertal, University Library3
Bonn Econ Discussion Papers / University of Bonn, Germany3
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2
SAFE Working Paper Series / Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt2
Post-Print / HAL2

Recent works citing Erik Theissen (2017 and 2016)


YearTitle of citing document
2016Semiparametric insights into price dynamics in Tanzanian maize markets. (2016). Ihle, Rico ; von Cramon-Taubadel, Stephan . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249329.

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2016Price Discovery in the U.S. Milled Rice Markets using a Cluster Analysis and Tournament. (2016). Kim, Man-Keun ; Wright, Jeffrey ; Tejeda, Hernan . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235725.

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2016Maize Price Relationships in a Changing International Market: Have Brazil and/or Ukraine Crossed a Threshold?. (2016). Hoffman, Linwood ; Arnade, Carlos . In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250116.

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2016Reconstruction of Order Flows using Aggregated Data. (2016). Toke, Ioane Muni . In: Papers. RePEc:arx:papers:1604.02759.

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2016Broker Routing Decisions in Limit Order Markets. (2016). Cimon, David A. In: Staff Working Papers. RePEc:bca:bocawp:16-50.

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2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act. (2016). Vasios, Michalis ; Payne, Richard ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0580.

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2016Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers. (2016). Pattitoni, Pierpaolo ; Patuelli, Roberto ; Ferretti, Riccardo. In: Working Papers. RePEc:bol:bodewp:wp1071.

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2016Sentiment traders & IPO initial returns: The Indian evidence. (2016). Clarke, Jonathan ; Singh, Ajai K ; Pande, Alok ; Khurshed, Arif . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:24-37.

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2016Information content of unexpected dividends under a semi-mandatory dividend policy: An empirical study of China. (2016). Tao, Qizhi ; Nan, Runxi ; Li, Haoyu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:297-318.

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2016Considering all microstructure effects: The extension of a trade indicator model. (2016). Ryu, Doojin . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:107-110.

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2016Price discovery of cross-listed firms. (2016). Ghadhab, Imen ; Hellara, Slaheddine . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:177-188.

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2017Does ETF trading affect the efficiency of the underlying index?. (2017). Xu, Liao ; Yin, Xiangkang . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101.

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2016Dividend payout policies: Evidence from Latin America. (2016). Perafan, Hector ; Benavides, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:197-210.

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2017Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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2016Hostility and deal completion likelihood in international acquisitions: The moderating effect of information leakage. (2016). Ngo, Thanh ; Susnjara, Jurica . In: Global Finance Journal. RePEc:eee:glofin:v:31:y:2016:i:c:p:42-56.

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2016An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Adverse selection, market access, and inter-market competition. (2016). Hoffmann, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:108-119.

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2016Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market. (2016). Yang, Chih-Yuan ; Chang, Chia-Chien ; Jhang, Ling-Jhen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:35-51.

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2016Information content of directors trading around acquisitions. (2016). Singh, Harminder ; Duong, Huu Nhan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:177-193.

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2016Director discretion and insider trading profitability. (2016). McInish, Thomas ; Philip, Richard ; Kwan, Amy ; Foley, Sean . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:28-43.

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2016Melancholia and Japanese stock returns – 2003 to 2012. (2016). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437.

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2016Pinning down an effective measure for probability of informed trading. (2016). Wee, Marvin ; Petchey, James ; Yang, Joey . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pb:p:456-475.

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2016The lead–lag relationship between stock index and stock index futures: A thermal optimal path method. (2016). Gong, Chen-Chen ; Ren, Fei ; Li, Sai-Ping ; Su, Li-Ling ; Ji, Shen-Dan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:63-72.

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2016Do socially (ir)responsible investments pay? New evidence from international ESG data. (2016). Auer, Benjamin R ; Schuhmacher, Frank . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:51-62.

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2016Momentum profits, market cycles, and rebounds: Evidence from Germany. (2016). Kaufmann, Philipp ; Bohl, Martin T ; Czaja, Marc-Gregor . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:139-159.

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2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

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2016Tick test accuracy in foreign exchange ECN markets. (2016). BEN OMRANE, Walid ; Welch, Robert . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:135-152.

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2017New evidence on stock market reaction to dividend announcements in India. (2017). Kumar, Satish . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:327-337.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2016Market Efficiency, Trading Institutions and Information Mirages: Evidence from an Experimental Asset Market. (2016). Nuzzo, Simone ; Morone, Andrea. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2016_17.

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2016Market efficiency, trading institutions and information mirages: Evidence from an experimental asset market. (2016). Nuzzo, Simone ; Morone, Andrea. In: Working Papers. RePEc:jau:wpaper:2016/12.

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2016Beating the DAX, MDAX, and SDAX: investment strategies in Germany. (2016). Franz, Friedrich-Carl ; Regele, Tobias . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:30:y:2016:i:2:d:10.1007_s11408-016-0268-6.

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2016Ownership Structure and Insider Trading: Evidence from China. (2016). Rui, Oliver ; HE, QING. In: Journal of Business Ethics. RePEc:kap:jbuset:v:134:y:2016:i:4:d:10.1007_s10551-014-2384-4.

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2016Do Socially Responsible Investment Policies Add or Destroy European Stock Portfolio Value?. (2016). Auer, Benjamin R. In: Journal of Business Ethics. RePEc:kap:jbuset:v:135:y:2016:i:2:d:10.1007_s10551-014-2454-7.

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2016The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Schmidhammer, Christoph ; Roder, Klaus ; Lobe, Sebastian . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0462-4.

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2016The day the index rose 11 %: a clinical study on price discovery reversal. (2016). Schmidhammer, Christoph ; Roder, Klaus ; Lobe, Sebastian . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:p:79-106.

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2016A PIN per day shows what news convey: the intraday probability of informed trading. (2016). Aitken, Michael ; Wiegand, Ingo ; Poppe, Thomas ; Schiereck, Dirk . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0535-z.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Iwatsubo, Kentaro ; Xu, Tao ; Watkins, Clinton . In: Discussion Papers. RePEc:koe:wpaper:1715.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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2016Do Markets (Institutions) Drive Out Lemmings or Vice Versa?. (2016). Nuzzo, Simone ; Morone, Andrea. In: MPRA Paper. RePEc:pra:mprapa:74322.

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2016Sprechi di cibo e tentativi di riduzione. Un caso sperimentale. (2016). Zonna, Davide . In: MPRA Paper. RePEc:pra:mprapa:76097.

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2017The Determinants of Profitability for Kerjaya Prosepk. (2017). Lam, YI. In: MPRA Paper. RePEc:pra:mprapa:78413.

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2016Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market. (2016). Heinig, Steffen ; Tsolacos, Sotiris ; Nanda, Anupam. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-04.

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2016Market Abuse Directive and Insider Trading: Evidence from Italian Tender Offers. (2016). Pattitoni, Pierpaolo ; Patuelli, Roberto ; Ferretti, Riccardo. In: Working Paper Series. RePEc:rim:rimwps:16-16.

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2016Financial Disclosure and Market Transparency with Costly Information Processing. (2016). Pagano, Marco ; Di Maggio, Marco ; Dimaggio, Marco . In: CSEF Working Papers. RePEc:sef:csefwp:323.

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2016Covariances vs. characteristics: what does explain the cross section of the German stock market returns?. (2016). Fieberg, Christian ; Poddig, Thorsten ; Varmaz, Armin . In: Business Research. RePEc:spr:busres:v:9:y:2016:i:1:d:10.1007_s40685-016-0029-4.

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2017Emission trading for air pollution hot spots: getting the permit market right. (2017). Antweiler, Werner . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:19:y:2017:i:1:d:10.1007_s10018-015-0138-x.

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2016Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management. (2016). Perote, Javier ; Lopes, Ilidio ; Brio, Esther B. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:33:y:2016:i:3:d:10.1007_s40888-016-0036-0.

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2017Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors. (2017). Schmidt, Andre . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:18:y:2017:i:1:d:10.1007_s41464-016-0024-5.

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2017Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt. (2017). Jehmlich, Tommy ; Ude, Elisabeth ; Thieen, Friedrich . In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep013.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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Works by Erik Theissen:


YearTitleTypeCited
2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
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article4
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
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2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
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2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
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article22
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
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2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
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article3
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
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article4
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
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2011Market response to investor sentiment.(2011) In: CFR Working Papers.
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2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
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2002Trader Anonymity, Price Formation and Liquidity In: Bonn Econ Discussion Papers.
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2003Trader Anonymity, Price Formation and Liquidity.(2003) In: Review of Finance.
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2001Price Discovery in Floor and Screen Trading Systems In: Bonn Econ Discussion Papers.
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2002Price discovery in floor and screen trading systems.(2002) In: Journal of Empirical Finance.
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2002Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? In: Bonn Econ Discussion Papers.
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2007Estimating the probability of informed trading--does trade misclassification matter?.(2007) In: Journal of Financial Markets.
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2003Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?.(2003) In: University of St. Gallen Department of Economics working paper series 2003.
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2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
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2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
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2011Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers.
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2009Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers.
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2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
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2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
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2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach In: Schumpeter Discussion Papers.
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2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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2003Does anonymity matter in electronic limit order markets ?.(2003) In: Les Cahiers de Recherche.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2001Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
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2000Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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1999Floor versus Screen Trading : Evidence from the German Stock Market In: Les Cahiers de Recherche.
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2002Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE).
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2008Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance.
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2008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?.(2008) In: CFR Working Papers.
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2014Should I stay or should I go? Former CEOs as monitors In: Journal of Corporate Finance.
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2013Should I stay or should I go? Former CEOs as monitors.(2013) In: CFR Working Papers.
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2000Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets In: Journal of Financial Markets.
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2001A test of the accuracy of the Lee/Ready trade classification algorithm In: Journal of International Financial Markets, Institutions and Money.
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2003Beta and returns revisited: Evidence from the German stock market In: Journal of International Financial Markets, Institutions and Money.
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2015The Lintner model revisited: Dividends versus total payouts In: Journal of Banking & Finance.
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2013The Lintner model revisited: Dividends versus total payouts.(2013) In: CFR Working Papers.
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2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory In: Journal of Economic Behavior & Organization.
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2001The Anatomy of a Call Market In: Journal of Financial Intermediation.
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2005Who knows what when? The information content of pre-IPO market prices In: Journal of Financial Intermediation.
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1997Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study In: Journal of Economic Psychology.
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2013Liquidity measures In: Chapters.
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2015Stealth Trading and Trade Reporting by Corporate Insiders In: Review of Finance.
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2001An Index Is An Index Is An Index? In: Schmalenbach Business Review (sbr).
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2012The Cross-Section of German Stock Returns: New Data and New Evidence In: Schmalenbach Business Review (sbr).
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2010The cross-Section of German stock returns: New data and new evidence.(2010) In: CFR Working Papers.
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2012Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book In: Schmalenbach Business Review (sbr).
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2011Is BEST really better? Internalization of orders in an open limit order book.(2011) In: CFS Working Paper Series.
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2007An analysis of private investors stock market return forecasts In: Applied Financial Economics.
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2005An analysis of private investors stock market return forecasts.(2005) In: CFR Working Papers.
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2012Price discovery in spot and futures markets: a reconsideration In: The European Journal of Finance.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers.
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2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series.
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1999Insider trading and portfolio structure in experimental asset markets with a long-lived asset In: The European Journal of Finance.
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2006Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory In: Labsi Experimental Economics Laboratory University of Siena.
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2011Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory.(2011) In: CFR Working Papers.
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2011Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory.(2011) In: CFS Working Paper Series.
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2008A partially linear approach to modelling the dynamics of spot and futures prices.(2008) In: CFS Working Paper Series.
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2007Time and price impact of a trade: A structural approach In: CFR Working Papers.
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2017Call of duty: Designated market maker participation in call auctions In: CFR Working Papers.
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1997Performance and market share: Evidence from the German mutual fund industry In: CFS Working Paper Series.
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1997Messung individueller Risikoeinstellungen In: CFS Working Paper Series.
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